A parametric framework for kernel-based dynamic mode decomposition using deep learning
- URL: http://arxiv.org/abs/2409.16817v1
- Date: Wed, 25 Sep 2024 11:13:50 GMT
- Title: A parametric framework for kernel-based dynamic mode decomposition using deep learning
- Authors: Konstantinos Kevopoulos, Dongwei Ye,
- Abstract summary: The proposed framework consists of two stages, offline and online.
The online stage leverages those LANDO models to generate new data at a desired time instant.
dimensionality reduction technique is applied to high-dimensional dynamical systems to reduce the computational cost of training.
- Score: 0.0
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Surrogate modelling is widely applied in computational science and engineering to mitigate computational efficiency issues for the real-time simulations of complex and large-scale computational models or for many-query scenarios, such as uncertainty quantification and design optimisation. In this work, we propose a parametric framework for kernel-based dynamic mode decomposition method based on the linear and nonlinear disambiguation optimization (LANDO) algorithm. The proposed parametric framework consists of two stages, offline and online. The offline stage prepares the essential component for prediction, namely a series of LANDO models that emulate the dynamics of the system with particular parameters from a training dataset. The online stage leverages those LANDO models to generate new data at a desired time instant, and approximate the mapping between parameters and the state with the data using deep learning techniques. Moreover, dimensionality reduction technique is applied to high-dimensional dynamical systems to reduce the computational cost of training. Three numerical examples including Lotka-Volterra model, heat equation and reaction-diffusion equation are presented to demonstrate the efficiency and effectiveness of the proposed framework.
Related papers
- Trajectory Flow Matching with Applications to Clinical Time Series Modeling [77.58277281319253]
Trajectory Flow Matching (TFM) trains a Neural SDE in a simulation-free manner, bypassing backpropagation through the dynamics.
We demonstrate improved performance on three clinical time series datasets in terms of absolute performance and uncertainty prediction.
arXiv Detail & Related papers (2024-10-28T15:54:50Z) - Real-time optimal control of high-dimensional parametrized systems by deep learning-based reduced order models [3.5161229331588095]
We propose a non-intrusive Deep Learning-based Reduced Order Modeling (DL-ROM) technique for the rapid control of systems described in terms of parametrized PDEs in multiple scenarios.
After (i) data generation, (ii) dimensionality reduction, and (iii) neural networks training in the offline phase, optimal control strategies can be rapidly retrieved in an online phase for any scenario of interest.
arXiv Detail & Related papers (2024-09-09T15:20:24Z) - Simulated Overparameterization [35.12611686956487]
We introduce a novel paradigm called Simulated Overparametrization ( SOP)
SOP proposes a unique approach to model training and inference, where a model with a significantly larger number of parameters is trained in such a way as a smaller, efficient subset of these parameters is used for the actual computation during inference.
We present a novel, architecture agnostic algorithm called "majority kernels", which seamlessly integrates with predominant architectures, including Transformer models.
arXiv Detail & Related papers (2024-02-07T17:07:41Z) - Online Variational Sequential Monte Carlo [49.97673761305336]
We build upon the variational sequential Monte Carlo (VSMC) method, which provides computationally efficient and accurate model parameter estimation and Bayesian latent-state inference.
Online VSMC is capable of performing efficiently, entirely on-the-fly, both parameter estimation and particle proposal adaptation.
arXiv Detail & Related papers (2023-12-19T21:45:38Z) - Neural Dynamical Operator: Continuous Spatial-Temporal Model with Gradient-Based and Derivative-Free Optimization Methods [0.0]
We present a data-driven modeling framework called neural dynamical operator that is continuous in both space and time.
A key feature of the neural dynamical operator is the resolution-invariance with respect to both spatial and temporal discretizations.
We show that the proposed model can better predict long-term statistics via the hybrid optimization scheme.
arXiv Detail & Related papers (2023-11-20T14:31:18Z) - Active-Learning-Driven Surrogate Modeling for Efficient Simulation of
Parametric Nonlinear Systems [0.0]
In absence of governing equations, we need to construct the parametric reduced-order surrogate model in a non-intrusive fashion.
Our work provides a non-intrusive optimality criterion to efficiently populate the parameter snapshots.
We propose an active-learning-driven surrogate model using kernel-based shallow neural networks.
arXiv Detail & Related papers (2023-06-09T18:01:14Z) - Reduced order modeling of parametrized systems through autoencoders and
SINDy approach: continuation of periodic solutions [0.0]
This work presents a data-driven, non-intrusive framework which combines ROM construction with reduced dynamics identification.
The proposed approach leverages autoencoder neural networks with parametric sparse identification of nonlinear dynamics (SINDy) to construct a low-dimensional dynamical model.
These aim at tracking the evolution of periodic steady-state responses as functions of system parameters, avoiding the computation of the transient phase, and allowing to detect instabilities and bifurcations.
arXiv Detail & Related papers (2022-11-13T01:57:18Z) - Gradient-Based Trajectory Optimization With Learned Dynamics [80.41791191022139]
We use machine learning techniques to learn a differentiable dynamics model of the system from data.
We show that a neural network can model highly nonlinear behaviors accurately for large time horizons.
In our hardware experiments, we demonstrate that our learned model can represent complex dynamics for both the Spot and Radio-controlled (RC) car.
arXiv Detail & Related papers (2022-04-09T22:07:34Z) - Extension of Dynamic Mode Decomposition for dynamic systems with
incomplete information based on t-model of optimal prediction [69.81996031777717]
The Dynamic Mode Decomposition has proved to be a very efficient technique to study dynamic data.
The application of this approach becomes problematic if the available data is incomplete because some dimensions of smaller scale either missing or unmeasured.
We consider a first-order approximation of the Mori-Zwanzig decomposition, state the corresponding optimization problem and solve it with the gradient-based optimization method.
arXiv Detail & Related papers (2022-02-23T11:23:59Z) - Mixed Effects Neural ODE: A Variational Approximation for Analyzing the
Dynamics of Panel Data [50.23363975709122]
We propose a probabilistic model called ME-NODE to incorporate (fixed + random) mixed effects for analyzing panel data.
We show that our model can be derived using smooth approximations of SDEs provided by the Wong-Zakai theorem.
We then derive Evidence Based Lower Bounds for ME-NODE, and develop (efficient) training algorithms.
arXiv Detail & Related papers (2022-02-18T22:41:51Z) - Using Data Assimilation to Train a Hybrid Forecast System that Combines
Machine-Learning and Knowledge-Based Components [52.77024349608834]
We consider the problem of data-assisted forecasting of chaotic dynamical systems when the available data is noisy partial measurements.
We show that by using partial measurements of the state of the dynamical system, we can train a machine learning model to improve predictions made by an imperfect knowledge-based model.
arXiv Detail & Related papers (2021-02-15T19:56:48Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.